Indexing a row of a DataFrame with multiple ExtensionArrays coerces to object

[TomAugspurger]

Code Sample, a copy-pastable example if possible

In [8]: df = pd.DataFrame({"A": pd.Categorical([1, 2]), "B": pd.Categorical([1, 2])})

In [9]: df.loc[0]
Out[9]:
A    1
B    1
Name: 0, dtype: object

Problem description

The dtype is object. It should be category

Expected Output

A    1
B    1
Name: 0, dtype: category
Categories (2, int64): [1, 2]

(for the release notes)